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Report NEP-FMK-2021-01-11
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Mr. Jorge A Chan-Lau & Mr. Yunhui Zhao, 2020, "Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures," IMF Working Papers, International Monetary Fund, number 2020/285, Dec.
- Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020, "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-110, Sep.
- Mirco Rubin & Dario Ruzzi, 2020, "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1311, Dec.
- David S. Miller, 2020, "Information and Liquidity in the Market for Foreign Currency Denominated Sovereign Bonds," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-12-28, Dec, DOI: 10.17016/2380-7172.2821.
- Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021, "The Price of Haircuts: Private and Official Default," Working Papers, University of Milano-Bicocca, Department of Economics, number 458, Jan, revised Jan 2021.
- Rebecca Stuart, 2021, "Measuring stock market integration during the Gold Standard," IRENE Working Papers, IRENE Institute of Economic Research, number 21-01, Jan.